889 resultados para asymmetric volatility


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"Feed Materials Production Center, National Lead Company of Ohio"--Cover.

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Mode of access: Internet.

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Thesis (Ph.D.)--University of Washington, 2016-06

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Thesis (Ph.D.)--University of Washington, 2016-06

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A semiconductor based scheme has been proposed for generating entangled photon pairs from the radiative decay of an electrically pumped biexciton in a quantum dot. Symmetric dots produce polarization entanglement, but experimentally realized asymmetric dots produce photons entangled in both polarization and frequency. In this work, we investigate the possibility of erasing the “which-path” information contained in the frequencies of the photons produced by asymmetric quantum dots to recover polarization-entangled photons. We consider a biexciton with nondegenerate intermediate excitonic states in a leaky optical cavity with pairs of degenerate cavity modes close to the nondegenerate exciton transition frequencies. An open quantum system approach is used to compute the polarization entanglement of the two-photon state after it escapes from the cavity, measured by the visibility of two-photon interference fringes. We explicitly relate the two-photon visibility to the degree of the Bell-inequality violation, deriving a threshold at which Bell-inequality violations will be observed. Our results show that an ideal cavity will produce maximally polarization-entangled photon pairs, and even a nonideal cavity will produce partially entangled photon pairs capable of violating a Bell-inequality.

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This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively serves the price discovery function, and that the introduction of futures trading has provoked volatility in the underlying spot market. We test both hypotheses simultaneously with daily data from Mexico in the context of a modified EGARCH model that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses, suggesting that the futures market in Mexico is a useful price discovery vehicle, although futures trading has also been a source of instability for the spot market. Several managerial implications are derived and discussed. (C) 2004 Elsevier B.V. All rights reserved.

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The 2-pyridinecarbaldehyde isonicotinoyl hydrazone (HPCIH) family of ligands are typically tridentate N,N,O chelators that exhibit very high in vitro activity in mobilizing intracellular Fe and are promising candidates for the treatment of Fe overload diseases. Complexation of ferrous perchlorate with HPCIH in MeCN solution gives the expected six-coordinate complex Fe-II(PCIH)(2). However, complexation of Fe-II with 2-pyridinecarbaldehyde picolinoyl hydrazone (HPCPH, an isomer of HPCIH) under the same conditions leads to spontaneous assembly of an unprecedented asymmetric, mixed-ligand dinuclear triple helical complex Fe-2(II)(PCPH)(2)(PPH), where PPH2- is the dianion of bis(picolinoyl) hydrazine. The X-ray crystal structure of this complex shows that each ligand binds simultaneously to both metal centres in a bidentate fashion. The dinuclear complex exhibits two well separated and totally reversible Fe-III/II redox couples as shown by cyclic voltammetry in MeCN solution.

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Organic microcavity light emitting diodes typically exhibit a blue shift of the emitting wavelength with increasing viewing angle. While the wavelength shift can be reduced with the appropriate choice of organic materials and metal mirrors, for further reduction of the emission wavelength shift it is necessary to consider a mirror whose phase shift can partly compensate the effect of the change of optical path within the cavity. In this work, we used a genetic algorithm (GA) to design an asymmetric Bragg mirror in order to minimize the emission wavelength shift with viewing angle. Based on simulation results, the use of asymmetric Bragg mirrors represents a promising way to reduce the emission wavelength shift. Detailed comparison between GA optimized and conventional Bragg mirrors in terms of resonant wavelength dependence on the viewing angle, spectral narrowing, and brightness enhancement is given. (C) 2004 Elsevier B.V. All rights reserved.

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Bragg diffraction peak profiles and intensities in asymmetric (Omega-2theta) diffraction using a mirror-based parallel-beam geometry were compared with symmetric parallel-beam (theta-2theta) and conventional Bragg - Brentano (theta-2theta) diffraction for a powdered quartz sample and the NIST standard reference material (SRM) 660a (LaB6, lanthanum hexaboride). A comparison of the intensities and line widths (full width at half-maximum, FWHM) of these techniques demonstrated that low incident angles (Omega < 5&DEG;) are preferable for the parallel-beam setup. For higher &UOmega; values, if 2θ < 2Omega, mass absorption reduces the intensities significantly compared with the Bragg - Brentano setup. The diffraction peak shapes for the mirror geometry are more asymmetric and have larger FWHM values than corresponding peaks recorded with a Bragg - Brentano geometry. An asymmetric mirror-based parallel-beam geometry offers some advantages in respect of intensity when compared with symmetric geometries, and hence may be well suited to quantitative studies, such as those involving Rietveld analysis. A trial Rietveld refinement of a 50% quartz - 50% corundum mixture was performed and produced adequate results.

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Proposed by M. Stutzer (1996), canonical valuation is a new method for valuing derivative securities under the risk-neutral framework. It is non-parametric, simple to apply, and, unlike many alternative approaches, does not require any option data. Although canonical valuation has great potential, its applicability in realistic scenarios has not yet been widely tested. This article documents the ability of canonical valuation to price derivatives in a number of settings. In a constant-volatility world, canonical estimates of option prices struggle to match a Black-Scholes estimate based on historical volatility. However, in a more realistic stochastic-volatility setting, canonical valuation outperforms the Black-Scholes model. As the volatility generating process becomes further removed from the constant-volatility world, the relative performance edge of canonical valuation is more evident. In general, the results are encouraging that canonical valuation is a useful technique for valuing derivatives. (C) 2005 Wiley Periodicals, Inc.

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The paper presents a method for designing circular, shielded biplanar coils that can generate any desired field. A particular feature of these coils is that the target field may be located asymmetrically within the coil. A transverse component of the magnetic field produced by the coil is made to match a prescribed target field over the surfaces of two concentric spheres (the diameter of spherical volume) that define the target field location. The paper shows winding patterns and fields for several gradient and shim coils. It examines the effect that the finite coil size has on the winding patterns, using a Fourier-transform calculation for comparison.

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We discuss the superfluid phase transition of a strongly interacting Fermi gas with unequal ( asymmetric) chemical potentials in two pairing hyperfine states, and map out its phase diagram near the BCS-BEC crossover. Our approach includes the fluctuation contributions of preformed Cooper pairs to the thermodynamic potential at finite temperature. We show that, below a critical difference in chemical potentials between species, a normal gas is unstable towards the formation of either a finite-momentum paired Fulde-Ferrell-Larkin-Ovchinnikov superconducting phase or a uniform superfluid, depending on the asymmetry and interaction strengths. We determine the value of critical chemical potential mismatch, and find that it is consistent with a recent measurement by Zwierlein et al. ( Science, 311 ( 2006) 492).